Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172975.7909 | 29838.7416 | 143137.0492 | -10989.3257 | -15996.3119 | 5006.9861 |
Total P&L (%) | 172.9758 | 29.8387 | 143.137 | -10.9893 | -15.9963 | 5.007 |
Avg Daily Profit (%) | 0.1683 | 0.029 | 0.1392 | -0.0113 | -0.017 | 0.0048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75466 | -85297 | -71817 | -99353 | -76486 | -86938 |
Profit Factor | 1.4331 | 1.1174 | 1.9851 | 0.9586 | 0.889 | 1.0413 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 78.6408 | 76.4706 | 80.7692 | 78.6408 | 76.4706 | 80.7692 |
Ratio Avg Win / Avg Loss | 0.3892 | 0.3438 | 0.4726 | 0.2604 | 0.2735 | 0.2479 |
Largest Winning Trade | 25171 | 25171 | 17058 | 13149 | 13149 | 7905 |
Largest Losing Trade | -75466 | -75466 | -71817 | -86938 | -71317 | -86938 |
Avg Bars in Trades | 114 | 152 | 77 | 114 | 152 | 77 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 364 | 496 | 206 | 364 | 496 | 206 |
Bars Traded | 11844 | 7798 | 4044 | 11844 | 7798 | 4044 |
Profit Streak | 29.2782 | 85.8616 | 29.2782 | 29.2782 | 85.8616 | 29.2782 |
Trades During Streak | 6 | 11 | 3 | 6 | 11 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447028 | -425208 | -180801 | -574941 | -755748 | -703633 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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